1. Field of the Invention
This invention relates to a generating system of random-number sequence for a parallel computer system in which each processor element comprising a parallel computer system can generate, at high speed, long-period random-number sequences having different lists.
2. Description of the Prior Art
A data processing system is required to generate, at high speed, long-period random-number sequences, such as used in computer simulations relying on the Monte Carlo method. In recent years, on the other hand, data processing systems comprising parallel computer systems have been widely used to enhance data processing capabilities. This trend has created the need for each processor element of a parallel computer system to generate, at high speed, longer-period random-number sequences having different lists.
Improvements that have heretofore been made, however, are largely directed toward the high-speed generation of random-number sequences on a single vector processor, but few proposals have been made about the method of generating random-number sequences in a parallel computer system.
It is against this background that P. Fredrickson et al. have recently proposed a concept about the method of generating random-number sequences in a parallel computer system (Fredrickson, P., et al., "Pseudo-random trees in Monte Carlo," Parallel Computing, Vol. 1, No. 2 1984, 175-180). On the basis of the concept of pseudo-random trees, this proposal implements the generation of randon-number sequences, as a parent processor generates seeds for random-number generation in accordance with the multiplicative or mixed congruential sequence (hereinafter referred to MC-sequence) method using pseudo-random trees, and distributes the seeds to child processors, which in turn generate random-number sequences in accordance with the multiplicative or mixed congruential sequence (MC-sequence) method.
The method of generating random-number sequences proposed by P. Fredrickson et al., which can generate random-number sequences in each processor of a parallel computer system, however, has a drawback in that it can generate only shorter-period random-number sequences because it is based on the multiplicative or mixed congruential sequence method. In a 32-bit computer, for example, only random-number sequences having at most a period of (2.sup.32 -1) can be generated.
In random-number sequence generation, it is very important to prevent random-number sequences generated by each processor from being correlated with each other. The method of generating random-number sequences proposed by P. Fredrickson et al., however, has a difficulty in determining coefficient values used for generating pseudo-random trees to prevent this correlation because it imposes additional complex limitations on the coefficient values.